+485.5%
CIFR vs LCID
-92.2%
+577.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.5% |
| 7D | +16.9% | -6.6% | +23.5% | +19.9% |
| 30D | -5.2% | -30.1% | +25.0% | +8.4% |
| 3M | -30.6% | -17.6% | -13.0% | -30.5% |
| 6M | +10.6% | -54.4% | +65.0% | +40.2% |
| YTD | +20.2% | -55.7% | +75.9% | +54.5% |
| 1Y | +139.7% | -71.0% | +210.8% | +266.3% |
| All | +485.5% | -92.2% | +577.7% | +1,240.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LCID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling